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SIMANN: FORTRAN module to perform Global Optimization of Statistical Functions with Simulated Annealing

Author

Listed:
  • William L. Goffe

    (SUNY-Oswego)

  • Gary D. Ferrier
  • John Rogers

Programming Language

FORTRAN

Abstract

This module accompanies the Computer Science in Economics & Management article "Simulated Annealing: An Initial Application in Econometrics," 1992, 5, 133-146. This implementation of simulated annealing was used in "Global Optimization of Statistical Functions with Simulated Annealing," Goffe, Ferrier and Rogers, Journal of Econometrics, vol. 60, no. 1/2, Jan./Feb. 1994, pp. 65-100. Other versions of this algorithm exist for GAUSS and Ox.

Suggested Citation

  • William L. Goffe & Gary D. Ferrier & John Rogers, 1992. "SIMANN: FORTRAN module to perform Global Optimization of Statistical Functions with Simulated Annealing," Computational Economics Software Archive CS05.133, Kluwer Academic Publishers.
    • Handle: RePEc:sce:cesofw:cs05.133
    as

    Download full text from publisher

    File URL: ftp://all.repec.org/RePEc/cod/html/Fortran/SimAnnealing.f
    File Function: FORTRAN source code
    Download Restriction: no
    File URL: ftp://all.repec.org/RePEc/cod/html/Fortran/SimAnnealing.si
    File Function: documentation
    Download Restriction: no
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    More about this item

    Keywords

    FORTRAN;

    Statistics

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